An approximation of partial sums of independent RV's, and the sample DF. II

DOI10.1007/BF00532688zbMath0307.60045OpenAlexW2086891822MaRDI QIDQ4064793

Péter Major, János Komlós, Gábor Tusnády

Publication date: 1976

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00532688

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Convergence of probability measures (60B10)

Related Items (only showing first 100 items - show all)

Stochastic random walk summability ⋮ Unit root log periodogram regression ⋮ Exact convergence rates in strong approximation laws for large increments of partial sums ⋮ A useful estimate in the multidimensional invariance principle ⋮ Strong approximations of k-th records and k-th record times by Wiener processes ⋮ Rate of convergence of transport processes with an application to stochastic differential equations ⋮ On the optimality of strong approximation rates for compound renewal processes ⋮ Scaling limit of the loop-erased random walk Green's function ⋮ Estimates for the quantiles of smooth conditional distributions and the multidimensional invariance principle ⋮ Between local and global logarithmic averages ⋮ Asymptotic properties of linear functions of order statistics ⋮ A new class of strongly consistent variance estimators for steady-state simulations ⋮ The disconnection exponent for simple random walk ⋮ Rate of convergence for the invariance principle ⋮ Inference in a model with at most one slope-change point ⋮ On Vervaat and Vervaat-error-type processes for partial sums and renewals ⋮ Localization transition for a polymer near an interface ⋮ Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic ⋮ Strassen-type invariance principles for exchangeable sequences ⋮ Invariance principles for renewal processes when only moments of low order exist ⋮ Optimality regions and fluctuations for Bernoulli last passage models ⋮ Test by adaptive Lasso quantile method for real-time detection of a change-point ⋮ Extensions of results of Komlós, Major, and Tusnády to the multivariate case ⋮ Approximations of weighted empirical and quantile processes ⋮ Patterns in Sinai's walk ⋮ Strong approximation theorems for geometrically weighted random series and their applications ⋮ Strong laws for local quantile processes ⋮ On the asymptotic normality of estimates in the nearly non-stationary AR(1) models ⋮ The weak coupling limit of disordered copolymer models ⋮ A simple bootstrap method for constructing nonparametric confidence bands for functions ⋮ On the polygon generated by \(n\) random points on a circle ⋮ Sharp estimate on the supremum of a class of sums of small i.i.d. random variables ⋮ Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction ⋮ Dynamical attraction to stable processes ⋮ On the reaction time of moving sum detectors ⋮ A general estimate in the invariance principle ⋮ Change-point analysis in increasing dimension ⋮ Strong approximation of empirical Kac processes ⋮ A general asymptotic scheme for inference under order restrictions ⋮ Non-uniform spacings processes ⋮ Some more results on increments of the partially observed empirical process. ⋮ Split invariance principles for stationary processes ⋮ Spacings-ratio empirical processes ⋮ Strong approximation of partial sums under dependence conditions with application to dynamical systems ⋮ Rate of convergence in limit theorems for Brownian excursions ⋮ Normal approximation in regression ⋮ Strong approximations for priority queues; head-to-the-line-first discipline ⋮ On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist ⋮ The cumulative quantile regression function with censored and truncated response ⋮ Tree based diagnostic procedures following a smooth test of goodness-of-fit ⋮ On the hybrids of \(k\)-spacing empirical and partial sum processes ⋮ Theorems of large deviations in the multivariate invariance principle ⋮ Rényi-type empirical processes ⋮ Some asymptotic results on density estimators by wavelet projections ⋮ Application of moderate deviation techniques to prove Sinai theorem on RWRE ⋮ Scaling limits and generic bounds for exploration processes ⋮ On the increments of Wiener process -- a look through subsequences ⋮ On a weighted embedding for pontograms ⋮ Nearly root-\(n\) approximation for regression quantile processes ⋮ On the maximum of covariance estimators ⋮ Change in autoregressive processes ⋮ Bootstrap confidence intervals for multiple change points based on moving sum procedures ⋮ Two-stage data segmentation permitting multiscale change points, heavy tails and dependence ⋮ Simultaneous nonparametric inference of time series ⋮ On best possible approximations of local time ⋮ An alternative to the coupling of Berkes-Liu-Wu for strong approximations ⋮ Error estimates for binomial approximations of game options ⋮ Strong approximation for a class of stationary processes ⋮ Monitoring parameter change in AR\((p)\) time series models ⋮ A strong uniform approximation of fractional Brownian motion by means of transport processes ⋮ Large Sample Properties of Partitioning-Based Series Estimators ⋮ Collision probability for random trajectories in two dimensions ⋮ On the invariance principle for sums of independent identically distributed random variables ⋮ Testing for changes in the covariance structure of linear processes ⋮ Monitoring risk in a ruin model perturbed by diffusion ⋮ The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability ⋮ On the best approximation for bootstrapped empirical processes ⋮ Approximation of the Hill estimator process ⋮ Exact rates of convergence of functional limit theorems for Csörgő-Révész increments of a Wiener process. ⋮ Approximations for hybrids of empirical and partial sums processes ⋮ Sequential change-point detection with likelihood ratios ⋮ A mating-of-trees approach for graph distances in random planar maps ⋮ Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments) ⋮ On weighted approximations in \(D[0,1\) with applications to self-normalized partial sum processes] ⋮ Limit theorems for kernel-type estimators for the time of change ⋮ Limit theorems for a class of tests of gradual changes ⋮ Random fractals generated by oscillations of the uniform empirical process ⋮ Strong approximation of renewal processes ⋮ Convergence of weighted partial sums when the limiting distribution is not necessarily Radon ⋮ Strong approximation of certain stopped sums ⋮ Asymptotic behaviour of a class of stochastic approximation procedures ⋮ On Lipschitz dependence in systems with differentiated inputs ⋮ Almost sure invariance principles for mixing sequences of random variables ⋮ Rates of convergence for U-statistic processes and their bootstrapped versions ⋮ Approximation for Abel sums of independent, identically distributed random variables ⋮ Komlós-Major-Tusnády approximation for the general empirical process and Haar expansions of classes of functions ⋮ The Chibisov-O'Reilly theorem for empirical processes under contiguous measures ⋮ Asymptotic properties of nonparametric curve estimates ⋮ On strong invariance for local time of partial sums ⋮ Limit theorems for change in linear regression

Cites Work

• An approximation of partial sums of independent RV'-s, and the sample DF. I
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: An approximation of partial sums of independent RV's, and the sample DF. II